Fama-French 5 Factor Log Returns Report

Dataset statistics

Number of variables	9
Number of observations	710
Missing cells	0
Missing cells (%)	0.0%
Duplicate rows	0
Duplicate rows (%)	0.0%
Total size in memory	50.0 KiB
Average record size in memory	72.2 B

Variable types

DateTime	1
Numeric	6
Categorical	2

Alerts

`HML` is highly correlated with `Mkt_RF` and 5 other fields	High correlation
`CMA` is highly correlated with `Mkt_RF` and 1 other fields	High correlation
`Mkt_RF` is highly correlated with `SMB` and 4 other fields	High correlation
`SMB` is highly correlated with `Mkt_RF` and 2 other fields	High correlation
`RMW` is highly correlated with `SMB` and 1 other fields	High correlation
`Best` is highly correlated with `Mkt_RF` and 2 other fields	High correlation
`Worst` is highly correlated with `Mkt_RF` and 2 other fields	High correlation
`Date` has unique values	Unique
`RF` has 69 (9.7%) zeros	Zeros

Reproduction

Analysis started	2022-10-11 04:47:49.656335
Analysis finished	2022-10-11 04:47:51.701924
Duration	2.05 seconds
Software version	pandas-profiling v3.3.0
Download configuration	config.json

Date
Date

UNIQUE

Distinct	710
Distinct (%)	100.0%
Missing	0
Missing (%)	0.0%
Memory size	5.7 KiB

Minimum	1963-07-01 00:00:00
Maximum	2022-08-01 00:00:00

Histogram

Histogram with fixed size bins (bins=50)

Mkt_RF
Real number (ℝ)

HIGH CORRELATION

Distinct	566
Distinct (%)	79.7%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	0.004547425339

Minimum	-0.2644865148
Maximum	0.1492817027
Zeros	1
Zeros (%)	0.1%
Negative	285
Negative (%)	40.1%
Memory size	5.7 KiB

Quantile statistics

Minimum	-0.2644865148
5-th percentile	-0.07512775864
Q1	-0.01987113062
median	0.009108391137
Q3	0.03343477609
95-th percentile	0.06849466003
Maximum	0.1492817027
Range	0.4137682176
Interquartile range (IQR)	0.0533059067

Descriptive statistics

Standard deviation	0.04521785727
Coefficient of variation (CV)	9.943617301
Kurtosis	2.621816834
Mean	0.004547425339
Median Absolute Deviation (MAD)	0.02676332638
Skewness	-0.7615005447
Sum	3.228671991
Variance	0.002044654616
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
-0.01389610519	3	0.4%
-0.0145046862	3	0.4%
0.01024731645	3	0.4%
0.01390290517	3	0.4%
0.007769737264	3	0.4%
-0.02316627803	3	0.4%
0.06700422878	3	0.4%
0.0141987194	3	0.4%
0.03062619354	3	0.4%
0.02039068965	3	0.4%
Other values (556)	680	95.8%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
-0.2644865148	1	0.1%
-0.1891045091	1	0.1%
-0.1753062219	1	0.1%
-0.1437549036	1	0.1%
-0.1381133021	1	0.1%
-0.1363926249	1	0.1%
-0.1268111669	1	0.1%
-0.1252231448	1	0.1%
-0.1165338163	1	0.1%
-0.1133926874	1	0.1%

Value	Count	Frequency (%)
0.1492817027	1	0.1%
0.1280413499	1	0.1%
0.1279533643	1	0.1%
0.1175163334	2	0.3%
0.1147562373	1	0.1%
0.1075082077	1	0.1%
0.1070590723	1	0.1%
0.1056204819	1	0.1%
0.102917534	1	0.1%
0.09785240017	1	0.1%

SMB
Real number (ℝ)

HIGH CORRELATION

Distinct	510
Distinct (%)	71.8%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	0.001815165953

Minimum	-0.1666450774
Maximum	0.1683916513
Zeros	2
Zeros (%)	0.3%
Negative	340
Negative (%)	47.9%
Memory size	5.7 KiB

Quantile statistics

Minimum	-0.1666450774
5-th percentile	-0.04390486804
Q1	-0.01529131954
median	0.0009995003331
Q3	0.02014570209
95-th percentile	0.04797070899
Maximum	0.1683916513
Range	0.3350367287
Interquartile range (IQR)	0.03543702163

Descriptive statistics

Standard deviation	0.03009384567
Coefficient of variation (CV)	16.57911533
Kurtosis	2.955098793
Mean	0.001815165953
Median Absolute Deviation (MAD)	0.01787131921
Skewness	0.1197920192
Sum	1.288767826
Variance	0.0009056395471
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
0.001299155732	5	0.7%
0.02673929719	4	0.6%
-0.01399750964	4	0.6%
-0.01146547811	4	0.6%
0.003095204907	4	0.6%
-0.006219299814	4	0.6%
-0.004108428045	3	0.4%
0.01901800584	3	0.4%
-0.01075765665	3	0.4%
-0.0005001250417	3	0.4%
Other values (500)	673	94.8%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
-0.1666450774	1	0.1%
-0.1055827626	1	0.1%
-0.08675686393	1	0.1%
-0.08414276811	1	0.1%
-0.07558598696	1	0.1%
-0.07181828779	1	0.1%
-0.07160341886	1	0.1%
-0.0706370796	1	0.1%
-0.06667413327	1	0.1%
-0.0664603667	1	0.1%

Value	Count	Frequency (%)
0.1683916513	1	0.1%
0.1214208552	1	0.1%
0.09903052346	1	0.1%
0.0946736136	1	0.1%
0.08782771037	1	0.1%
0.08709470685	1	0.1%
0.08167214864	1	0.1%
0.07686844426	1	0.1%
0.07334339422	1	0.1%
0.07269268539	1	0.1%

HML
Real number (ℝ)

HIGH CORRELATION

Distinct	498
Distinct (%)	70.1%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	0.002539667261

Minimum	-0.1504741134
Maximum	0.1200027924
Zeros	0
Zeros (%)	0.0%
Negative	326
Negative (%)	45.9%
Memory size	5.7 KiB

Quantile statistics

Minimum	-0.1504741134
5-th percentile	-0.0418642041
Q1	-0.01397215853
median	0.002446992448
Q3	0.01734863833
95-th percentile	0.05260193328
Maximum	0.1200027924
Range	0.2704769057
Interquartile range (IQR)	0.03132079687

Descriptive statistics

Standard deviation	0.02958606156
Coefficient of variation (CV)	11.64958182
Kurtosis	2.541712089
Mean	0.002539667261
Median Absolute Deviation (MAD)	0.01578555817
Skewness	-0.08993790357
Sum	1.803163755
Variance	0.0008753350384
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
0.008464078412	7	1.0%
0.01163208423	4	0.6%
0.001498876124	4	0.6%
0.01734863833	4	0.6%
-0.0002000200027	4	0.6%
-0.001300845733	4	0.6%
0.004290781417	4	0.6%
0.01182975175	4	0.6%
0.02244618883	4	0.6%
-0.02798803654	3	0.4%
Other values (488)	668	94.1%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
-0.1504741134	1	0.1%
-0.1197975635	1	0.1%
-0.1039171134	1	0.1%
-0.1020327256	1	0.1%
-0.08806647887	1	0.1%
-0.08697501401	1	0.1%
-0.08686593302	1	0.1%
-0.0814269987	1	0.1%
-0.07969276891	1	0.1%
-0.0720332029	1	0.1%

Value	Count	Frequency (%)
0.1200027924	1	0.1%
0.1176052421	1	0.1%
0.1161817543	1	0.1%
0.08277742646	1	0.1%
0.08075014969	1	0.1%
0.07973496802	1	0.1%
0.07955027876	1	0.1%
0.07871875471	1	0.1%
0.07853387765	1	0.1%
0.07352923329	1	0.1%

RMW
Real number (ℝ)

HIGH CORRELATION

Distinct	446
Distinct (%)	62.8%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	0.002474803022

Minimum	-0.2073932412
Maximum	0.1230137759
Zeros	1
Zeros (%)	0.1%
Negative	309
Negative (%)	43.5%
Memory size	5.7 KiB

Quantile statistics

Minimum	-0.2073932412
5-th percentile	-0.02786984355
Q1	-0.007906172524
median	0.0023971246
Q3	0.01299025912
95-th percentile	0.0341211896
Maximum	0.1230137759
Range	0.3304070171
Interquartile range (IQR)	0.02089643165

Descriptive statistics

Standard deviation	0.02224253239
Coefficient of variation (CV)	8.98759707
Kurtosis	14.42674042
Mean	0.002474803022
Median Absolute Deviation (MAD)	0.01052460425
Skewness	-0.7885566537
Sum	1.757110146
Variance	0.0004947302471
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
0.00299550898	7	1.0%
0.01291622527	5	0.7%
0.002696361548	5	0.7%
0.01301493708	5	0.7%
-0.006823225348	5	0.7%
0.02019470729	4	0.6%
0.0007996801706	4	0.6%
-0.01379471102	4	0.6%
0.009257021263	4	0.6%
-0.004208844774	4	0.6%
Other values (436)	663	93.4%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
-0.2073932412	1	0.1%
-0.0966210386	1	0.1%
-0.08686593302	1	0.1%
-0.07904320734	1	0.1%
-0.07321606233	1	0.1%
-0.06517872602	1	0.1%
-0.04919024419	1	0.1%
-0.04814037533	2	0.3%
-0.04730127312	1	0.1%
-0.04541586353	1	0.1%

Value	Count	Frequency (%)
0.1230137759	1	0.1%
0.1117202496	1	0.1%
0.09166718853	1	0.1%
0.08718636168	1	0.1%
0.07751644243	1	0.1%
0.07380792714	1	0.1%
0.07157619849	1	0.1%
0.06971261241	1	0.1%
0.06259914176	1	0.1%
0.06100102156	1	0.1%

CMA
Real number (ℝ)

HIGH CORRELATION

Distinct	443
Distinct (%)	62.4%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	0.002633402886

Minimum	-0.07192573957
Maximum	0.08663630666
Zeros	1
Zeros (%)	0.1%
Negative	329
Negative (%)	46.3%
Memory size	5.7 KiB

Quantile statistics

Minimum	-0.07192573957
5-th percentile	-0.02691395425
Q1	-0.01005033585
median	0.000949547788
Q3	0.01479008547
95-th percentile	0.03614868703
Maximum	0.08663630666
Range	0.1585620462
Interquartile range (IQR)	0.02484042133

Descriptive statistics

Standard deviation	0.02029502409
Coefficient of variation (CV)	7.706767619
Kurtosis	1.369297904
Mean	0.002633402886
Median Absolute Deviation (MAD)	0.01256676841
Skewness	0.2012300489
Sum	1.869716049
Variance	0.0004118880029
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
-0.003405793135	6	0.8%
0.0008995952428	5	0.7%
0.008959741371	5	0.7%
-0.0004000800213	5	0.7%
0.008364916332	5	0.7%
-0.01207258123	4	0.6%
0.004589452334	4	0.6%
-0.01612938193	4	0.6%
-0.003305457009	4	0.6%
-0.009545412844	4	0.6%
Other values (433)	664	93.5%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
-0.07192573957	1	0.1%
-0.07010062768	1	0.1%
-0.06849299645	1	0.1%
-0.06006852647	1	0.1%
-0.05826490813	1	0.1%
-0.05794695995	1	0.1%
-0.05129329439	1	0.1%
-0.04856019062	1	0.1%
-0.04814037533	1	0.1%
-0.04646287441	1	0.1%

Value	Count	Frequency (%)
0.08663630666	1	0.1%
0.08056564784	1	0.1%
0.07427224437	1	0.1%
0.0635380208	1	0.1%
0.06259914176	1	0.1%
0.06024808035	1	0.1%
0.0575139062	1	0.1%
0.05741949087	1	0.1%
0.05723063345	1	0.1%
0.05496155807	1	0.1%

RF
Real number (ℝ_≥0)

ZEROS

Distinct	106
Distinct (%)	14.9%
Missing	0
Missing (%)	0.0%
Infinite	0
Infinite (%)	0.0%
Mean	0.003616216582

Minimum	0
Maximum	0.01340968691
Zeros	69
Zeros (%)	9.7%
Negative	0
Negative (%)	0.0%
Memory size	5.7 KiB

Quantile statistics

Minimum	0
5-th percentile	0
Q1	0.001399020914
median	0.003792798239
Q3	0.005087039049
95-th percentile	0.008067371078
Maximum	0.01340968691
Range	0.01340968691
Interquartile range (IQR)	0.003688018135

Descriptive statistics

Standard deviation	0.002670242841
Coefficient of variation (CV)	0.7384078858
Kurtosis	0.6088636049
Mean	0.003616216582
Median Absolute Deviation (MAD)	0.001743290106
Skewness	0.6509558854
Sum	2.567513773
Variance	7.130196828 × 10^-6
Monotonicity	Not monotonic

Histogram with fixed size bins (bins=50)

Value	Count	Frequency (%)
0	69	9.7%
9.999500033 × 10^-5	44	6.2%
0.004290781417	21	3.0%
0.00399202127	21	3.0%
0.004191204618	18	2.5%
0.004589452334	18	2.5%
0.003892414715	16	2.3%
0.003095204907	16	2.3%
0.004390348301	16	2.3%
0.003693171838	15	2.1%
Other values (96)	456	64.2%

Minimum 10 values
Maximum 10 values

Value	Count	Frequency (%)
0	69	9.7%
9.999500033 × 10^-5	44	6.2%
0.0001999800027	8	1.1%
0.000299955009	4	0.6%
0.0003999200213	2	0.3%
0.0004998750417	1	0.1%
0.000599820072	5	0.7%
0.0006997551143	6	0.8%
0.0007996801706	7	1.0%
0.0008995952428	7	1.0%

Value	Count	Frequency (%)
0.01340968691	1	0.1%
0.01301493708	1	0.1%
0.01271877241	1	0.1%
0.01252128055	1	0.1%
0.01232374969	2	0.3%
0.01202738021	3	0.4%
0.01143437763	1	0.1%
0.01123663193	1	0.1%
0.01074209653	1	0.1%
0.0106431601	2	0.3%

Best
Categorical

HIGH CORRELATION

Distinct	6
Distinct (%)	0.8%
Missing	0
Missing (%)	0.0%
Memory size	5.7 KiB

Mkt_RF	251
SMB	127
HML	124
RMW	122
CMA	77

Length

Max length	6
Median length	3
Mean length	4.047887324
Min length	2

Characters and Unicode

Total characters	2874
Distinct characters	13
Distinct categories	3 ?
Distinct scripts	2 ?
Distinct blocks	1 ?

The Unicode Standard assigns character properties to each code point, which can be used to analyse textual variables.

Unique

Unique	0 ?
Unique (%)	0.0%

Sample

1st row	RMW
2nd row	Mkt_RF
3rd row	CMA
4th row	RMW
5th row	CMA

Common Values

Value	Count	Frequency (%)
Mkt_RF	251	35.4%
SMB	127	17.9%
HML	124	17.5%
RMW	122	17.2%
CMA	77	10.8%
RF	9	1.3%

Length

Histogram of lengths of the category

Category Frequency Plot

Value	Count	Frequency (%)
mkt_rf	251	35.4%
smb	127	17.9%
hml	124	17.5%
rmw	122	17.2%
cma	77	10.8%
rf	9	1.3%

Most occurring characters

Value	Count	Frequency (%)
M	701	24.4%
R	382	13.3%
F	260	9.0%
k	251	8.7%
t	251	8.7%
_	251	8.7%
S	127	4.4%
B	127	4.4%
H	124	4.3%
L	124	4.3%
Other values (3)	276	9.6%

Most occurring categories

Value	Count	Frequency (%)
Uppercase Letter	2121	73.8%
Lowercase Letter	502	17.5%
Connector Punctuation	251	8.7%

Most frequent character per category

Uppercase Letter

Value	Count	Frequency (%)
M	701	33.1%
R	382	18.0%
F	260	12.3%
S	127	6.0%
B	127	6.0%
H	124	5.8%
L	124	5.8%
W	122	5.8%
C	77	3.6%
A	77	3.6%

Lowercase Letter

Value	Count	Frequency (%)
k	251	50.0%
t	251	50.0%

Connector Punctuation

Value	Count	Frequency (%)
_	251	100.0%

Most occurring scripts

Value	Count	Frequency (%)
Latin	2623	91.3%
Common	251	8.7%

Most frequent character per script

Latin

Value	Count	Frequency (%)
M	701	26.7%
R	382	14.6%
F	260	9.9%
k	251	9.6%
t	251	9.6%
S	127	4.8%
B	127	4.8%
H	124	4.7%
L	124	4.7%
W	122	4.7%
Other values (2)	154	5.9%

Common

Value	Count	Frequency (%)
_	251	100.0%

Most occurring blocks

Value	Count	Frequency (%)
ASCII	2874	100.0%

Most frequent character per block

ASCII

Value	Count	Frequency (%)
M	701	24.4%
R	382	13.3%
F	260	9.0%
k	251	8.7%
t	251	8.7%
_	251	8.7%
S	127	4.4%
B	127	4.4%
H	124	4.3%
L	124	4.3%
Other values (3)	276	9.6%

Worst
Categorical

HIGH CORRELATION

Distinct	6
Distinct (%)	0.8%
Missing	0
Missing (%)	0.0%
Memory size	5.7 KiB

Mkt_RF	194
SMB	142
HML	141
RMW	131
CMA	91

Length

Max length	6
Median length	3
Mean length	3.804225352
Min length	2

Characters and Unicode

Total characters	2701
Distinct characters	13
Distinct categories	3 ?
Distinct scripts	2 ?
Distinct blocks	1 ?

The Unicode Standard assigns character properties to each code point, which can be used to analyse textual variables.

Unique

Unique	0 ?
Unique (%)	0.0%

Sample

1st row	CMA
2nd row	SMB
3rd row	Mkt_RF
4th row	CMA
5th row	SMB

Common Values

Value	Count	Frequency (%)
Mkt_RF	194	27.3%
SMB	142	20.0%
HML	141	19.9%
RMW	131	18.5%
CMA	91	12.8%
RF	11	1.5%

Length

Histogram of lengths of the category

Category Frequency Plot

Value	Count	Frequency (%)
mkt_rf	194	27.3%
smb	142	20.0%
hml	141	19.9%
rmw	131	18.5%
cma	91	12.8%
rf	11	1.5%

Most occurring characters

Value	Count	Frequency (%)
M	699	25.9%
R	336	12.4%
F	205	7.6%
k	194	7.2%
t	194	7.2%
_	194	7.2%
S	142	5.3%
B	142	5.3%
H	141	5.2%
L	141	5.2%
Other values (3)	313	11.6%

Most occurring categories

Value	Count	Frequency (%)
Uppercase Letter	2119	78.5%
Lowercase Letter	388	14.4%
Connector Punctuation	194	7.2%

Most frequent character per category

Uppercase Letter

Value	Count	Frequency (%)
M	699	33.0%
R	336	15.9%
F	205	9.7%
S	142	6.7%
B	142	6.7%
H	141	6.7%
L	141	6.7%
W	131	6.2%
C	91	4.3%
A	91	4.3%

Lowercase Letter

Value	Count	Frequency (%)
k	194	50.0%
t	194	50.0%

Connector Punctuation

Value	Count	Frequency (%)
_	194	100.0%

Most occurring scripts

Value	Count	Frequency (%)
Latin	2507	92.8%
Common	194	7.2%

Most frequent character per script

Latin

Value	Count	Frequency (%)
M	699	27.9%
R	336	13.4%
F	205	8.2%
k	194	7.7%
t	194	7.7%
S	142	5.7%
B	142	5.7%
H	141	5.6%
L	141	5.6%
W	131	5.2%
Other values (2)	182	7.3%

Common

Value	Count	Frequency (%)
_	194	100.0%

Most occurring blocks

Value	Count	Frequency (%)
ASCII	2701	100.0%

Most frequent character per block

ASCII

Value	Count	Frequency (%)
M	699	25.9%
R	336	12.4%
F	205	7.6%
k	194	7.2%
t	194	7.2%
_	194	7.2%
S	142	5.3%
B	142	5.3%
H	141	5.2%
L	141	5.2%
Other values (3)	313	11.6%

Spearman's ρ

The Spearman's rank correlation coefficient (ρ) is a measure of monotonic correlation between two variables, and is therefore better in catching nonlinear monotonic correlations than Pearson's r. It's value lies between -1 and +1, -1 indicating total negative monotonic correlation, 0 indicating no monotonic correlation and 1 indicating total positive monotonic correlation.

To calculate ρ for two variables X and Y, one divides the covariance of the rank variables of X and Y by the product of their standard deviations.

Pearson's r

The Pearson's correlation coefficient (r) is a measure of linear correlation between two variables. It's value lies between -1 and +1, -1 indicating total negative linear correlation, 0 indicating no linear correlation and 1 indicating total positive linear correlation. Furthermore, r is invariant under separate changes in location and scale of the two variables, implying that for a linear function the angle to the x-axis does not affect r.

To calculate r for two variables X and Y, one divides the covariance of X and Y by the product of their standard deviations.

Kendall's τ

Similarly to Spearman's rank correlation coefficient, the Kendall rank correlation coefficient (τ) measures ordinal association between two variables. It's value lies between -1 and +1, -1 indicating total negative correlation, 0 indicating no correlation and 1 indicating total positive correlation.

To calculate τ for two variables X and Y, one determines the number of concordant and discordant pairs of observations. τ is given by the number of concordant pairs minus the discordant pairs divided by the total number of pairs.

Cramér's V (φc)

Cramér's V is an association measure for nominal random variables. The coefficient ranges from 0 to 1, with 0 indicating independence and 1 indicating perfect association. The empirical estimators used for Cramér's V have been proved to be biased, even for large samples. We use a bias-corrected measure that has been proposed by Bergsma in 2013 that can be found here.

Phik (φk)

Phik (φk) is a new and practical correlation coefficient that works consistently between categorical, ordinal and interval variables, captures non-linear dependency and reverts to the Pearson correlation coefficient in case of a bivariate normal input distribution. There is extensive documentation available here.

Count
Matrix

A simple visualization of nullity by column.

Nullity matrix is a data-dense display which lets you quickly visually pick out patterns in data completion.

First rows

	Date	Mkt_RF	SMB	HML	RMW	CMA	RF	Best	Worst
0	1963-07-01	-0.003908	-0.004108	-0.009747	0.006777	-0.011870	0.002696	RMW	CMA
1	1963-08-01	0.049457	-0.008032	0.017840	0.003594	-0.003506	0.002497	Mkt_RF	SMB
2	1963-09-01	-0.015825	-0.005214	0.001299	-0.007125	0.002896	0.002696	CMA	Mkt_RF
3	1963-10-01	0.024985	-0.013998	-0.001001	0.027615	-0.020305	0.002896	RMW	CMA
4	1963-11-01	-0.008536	-0.008839	0.017349	-0.005113	0.022153	0.002696	CMA	SMB
5	1963-12-01	0.018135	-0.021224	-0.000200	0.000300	-0.000700	0.002896	Mkt_RF	SMB
6	1964-01-01	0.022153	0.001299	0.014692	0.001699	0.014593	0.002996	Mkt_RF	SMB
7	1964-02-01	0.015283	0.002796	0.027712	-0.000500	0.009059	0.002597	HML	RMW
8	1964-03-01	0.014002	0.012225	0.033435	-0.022348	0.031692	0.003095	HML	RMW
9	1964-04-01	0.001000	-0.015317	-0.006723	-0.012781	-0.010859	0.002896	RF	SMB

Last rows

	Date	Mkt_RF	SMB	HML	RMW	CMA	RF	Best	Worst
700	2021-11-01	-0.015621	-0.017757	-0.004410	0.069713	0.017250	0.000000	RMW	SMB
701	2021-12-01	0.030529	-0.007730	0.032274	0.048028	0.043347	0.000100	RMW	SMB
702	2022-01-01	-0.064539	-0.041343	0.120003	0.008662	0.074272	0.000000	HML	Mkt_RF
703	2022-02-01	-0.023166	0.029170	0.029947	-0.021019	0.030820	0.000000	CMA	Mkt_RF
704	2022-03-01	0.030044	-0.021734	-0.018164	-0.015723	0.031208	0.000100	CMA	SMB
705	2022-04-01	-0.099378	-0.004008	0.060060	0.035657	0.057514	0.000100	HML	Mkt_RF
706	2022-05-01	-0.003406	-0.000600	0.080750	0.014297	0.039028	0.000300	HML	Mkt_RF
707	2022-06-01	-0.088066	0.012916	-0.061556	0.018331	-0.048140	0.000600	RMW	Mkt_RF
708	2022-07-01	0.091393	0.018527	-0.041864	0.006777	-0.071926	0.000800	Mkt_RF	CMA
709	2022-08-01	-0.038533	0.014987	0.003095	-0.049190	0.013015	0.001898	SMB	RMW

Overview

Variables

Common Values

Length

Category Frequency Plot

Most occurring characters

Most occurring categories

Most frequent character per category

Uppercase Letter

Lowercase Letter

Connector Punctuation

Most occurring scripts

Most frequent character per script

Latin

Common

Most occurring blocks

Most frequent character per block

ASCII

Common Values

Length

Category Frequency Plot

Most occurring characters

Most occurring categories

Most frequent character per category

Uppercase Letter

Lowercase Letter

Connector Punctuation

Most occurring scripts

Most frequent character per script

Latin

Common

Most occurring blocks

Most frequent character per block

ASCII

Interactions

Correlations

Spearman's ρ

Pearson's r

Kendall's τ

Cramér's V (φc)

Phik (φk)

Missing values

Sample

First rows

Last rows